Fifty years after Sylvester Stallone pulled off one of Hollywood’s all-time long shots with Rocky (1976), the star of the Oscar-winning film still identifies with the character who for many embodies the outsider proving all the naysayers wrong. But he no longer claims to be an underdog. “It would be so disingenuous to say you’re an underdog, ‘as he said from his penthouse’,” Stallone says, on a high floor of a luxury Manhattan hotel. “Yeah. Come on. I am a lucky dog.” Stallone, who turned 80 in...